Well, I did have that problem too

... I tried the cfkiphone4's solution ... but works a little bit, atleast the app doesnt back to the desktop

...
Well ... I just find by myself the solution ... I notify that the Installer.app was into /Applications/ ... It's just like my mac.
I find the user's conf folder. In my iPhone 3G (fw 2.2 with jailbreak) i found it into
/User/Media/Application Support/
I found the Installer directory into it.
(if u can't find it there ... just use 'cd /User/; find . -name Installer' and you will get the right path.)
I just move the Installer dir to Installer.old dir ... then, I start again de Installer.app from my shortcut on my iPhone's desktop ... and Voila! Works again.
btw, a new Installer dir was created ... after that, i remove my 'backup dir' called 'Installer.old'
I hope this can help somebody :P
rgds,
Vielinko